On non-negative equity guarantee calculations with macroeconomic variables related to house prices (Q2670127)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
scientific article

    Statements

    On non-negative equity guarantee calculations with macroeconomic variables related to house prices (English)
    0 references
    0 references
    0 references
    0 references
    10 March 2022
    0 references
    house price risk
    0 references
    non-negative equity guarantee
    0 references
    GARCH-MIDAS
    0 references
    exponential linear pricing kernel
    0 references
    equity release mortgages
    0 references
    derivatives pricing
    0 references

    Identifiers